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python - Dataframe 简单移动平均线 (SMA) 计算

转载 作者:太空狗 更新时间:2023-10-30 02:17:47 30 4
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是否有任何简单的工具/库可以帮助我轻松计算数据帧的简单移动平均线 SMA(N)?

                             GLD       SMA(5)
Date
2005-01-03 00:00:00+00:00 43.020000 Nan
2005-01-04 00:00:00+00:00 42.740002 Nan
2005-01-05 00:00:00+00:00 42.669998 Nan
2005-01-06 00:00:00+00:00 42.150002 Nan
2005-01-07 00:00:00+00:00 41.840000 ..
2005-01-10 00:00:00+00:00 41.950001 ..
2005-01-11 00:00:00+00:00 42.209999 ..
2005-01-12 00:00:00+00:00 42.599998 ..
2005-01-13 00:00:00+00:00 42.599998 ..
2005-01-14 00:00:00+00:00 42.320000 ..

最佳答案

df['SMA(5)'] = df.GLD.rolling(5).mean()
df

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关于python - Dataframe 简单移动平均线 (SMA) 计算,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/39138299/

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